Using a nickname/alias at work in the GCC

Hello everyone,
I should be moving to Bahrain any day now, and would appreciate some advice.
My first name is kind of difficult to pronounce for anyone outside of the Balkans, and while people do usually make an effort it almost never comes out right, simply because most languages don't have "LJ" as a single vowel.
So my question is: Is it alright i.e. appropriate to use a nickname or a shorter/similar version of my name at work?
I think it would save a lot of awkwardness, simply because it's easier for others, and frankly, no one would like hearing his name if it came out like this. :)
What do you think? Or even better, do you have any experiences?
For reference, I will be working as a Guest Relations Officer.

Cheers,
Biljana